And this latest report from Childs comes after her must-read profile of Gross' last days at PIMCO published earlier this month, which revealed the tensions brewing between Gross and his PIMCO colleagues.

Earlier this week, we heard from Gross in a TV interview with CNBC, in which he said that TIPS "look great" just a week after rival star bonds investor Jeffrey Gundlach said "TIPS are for losers."